ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 07-Jul-2017

Day Change Summary
	Previous	Current
	06-Jul-2017	07-Jul-2017	Change	Change %	Previous Week
Open	117-218	117-185	-0-033	-0.1%	117-265
High	117-230	117-215	-0-015	0.0%	117-285
Low	117-133	117-150	0-018	0.0%	117-133
Close	117-178	117-158	-0-020	-0.1%	117-158
Range	0-098	0-065	-0-033	-33.3%	0-152
ATR	0-085	0-083	-0-001	-1.7%	0-000
Volume	791,656	648,900	-142,756	-18.0%	2,735,236

Daily Pivots for day following 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-049	118-008	117-193
R3	117-304	117-263	117-175
R2	117-239	117-239	117-169
R1	117-198	117-198	117-163	117-186
PP	117-174	117-174	117-174	117-168
S1	117-133	117-133	117-152	117-121
S2	117-109	117-109	117-146
S3	117-044	117-068	117-140
S4	116-299	117-003	117-122

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-009	118-236	117-241
R3	118-177	118-083	117-199
R2	118-024	118-024	117-185
R1	117-251	117-251	117-171	117-221
PP	117-192	117-192	117-192	117-177
S1	117-098	117-098	117-144	117-069
S2	117-039	117-039	117-130
S3	116-207	116-266	117-116
S4	116-054	116-113	117-074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-027	117-133	0-215	0.6%	0-092	0.2%	12%	False	False	742,567
10	118-140	117-133	1-007	0.9%	0-085	0.2%	8%	False	False	736,181
20	118-247	117-133	1-115	1.2%	0-085	0.2%	6%	False	False	728,210
40	118-247	117-067	1-180	1.3%	0-080	0.2%	18%	False	False	647,542
60	118-247	117-067	1-180	1.3%	0-083	0.2%	18%	False	False	432,573
80	118-247	116-135	2-112	2.0%	0-071	0.2%	46%	False	False	324,437

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	118-171
2.618	118-065
1.618	118-000
1.000	117-280
0.618	117-255
HIGH	117-215
0.618	117-190
0.500	117-183
0.382	117-175
LOW	117-150
0.618	117-110
1.000	117-085
1.618	117-045
2.618	116-300
4.250	116-194

Fisher Pivots for day following 07-Jul-2017
Pivot	1 day	3 day
R1	117-183	117-195
PP	117-174	117-183
S1	117-166	117-170

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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